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General equilibrium real and nominal interest rates, и . Journal of Banking & Finance, 28 (7): 1569--1595 (июля 2004)Spreading currency forwards: why and how?. Journal of International Money and Finance, 18 (2): 305--317 (01.02.1999)The asset allocation puzzle is still a puzzle. Journal of Economic Dynamics and Control, 31 (4): 1185--1216 (апреля 2007)Habit persistence in consumption and the demand for money, и . Economics Letters, 96 (2): 168--176 (августа 2007)Optimal currency risk hedging, и . Journal of International Money and Finance, 21 (2): 241--264 (апреля 2002)Currency risk hedging: Futures vs. forward. Journal of Banking & Finance, 22 (1): 61--81 (января 1998)On optimal portfolio choice under stochastic interest rates, и . Journal of Economic Dynamics and Control, 25 (11): 1841--1865 (ноября 2001)Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth, и . Journal of Economic Dynamics and Control, 20 (6-7): 1101--1113 (00 1996)Optimal spreading when spreading is optimal, и . Journal of Economic Dynamics and Control, 23 (2): 277--301 (24.09.1998)Dynamic asset pricing with non-redundant forwards, и . Journal of Economic Dynamics and Control, 27 (7): 1163--1180 (мая 2003)